Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-14 0.259401 0.281017 0.304395 0.331701 0.362901 0.397657 0.439613
2025-12-21 0.228165 0.255462 0.286544 0.324969 0.371784 0.427768 0.501046
2025-12-28 0.212500 0.244134 0.281659 0.330267 0.392827 0.472525 0.585081
2026-01-04 0.202165 0.237309 0.280466 0.338689 0.417416 0.523821 0.685735
2026-01-11 0.189268 0.225752 0.271737 0.335751 0.425754 0.553438 0.760538
2026-01-18 0.181313 0.219555 0.268967 0.339879 0.443538 0.598098 0.866530
2026-01-25 0.169083 0.206778 0.256288 0.328804 0.437669 0.605759 0.912596
2026-02-01 0.158139 0.194964 0.243987 0.317022 0.429162 0.607607 0.948079
2026-02-08 0.151383 0.188345 0.238306 0.314206 0.433841 0.631151 1.028588
2026-02-15 0.148609 0.186932 0.239702 0.321810 0.455542 0.686458 1.186426
2026-02-22 0.143630 0.182135 0.235887 0.321043 0.463258 0.717816 1.302449
2026-03-01 0.138767 0.177229 0.231578 0.319081 0.468591 0.745311 1.418003
2026-03-08 0.133572 0.171725 0.226249 0.315375 0.470998 0.768537 1.534338
2026-03-15 0.128197 0.165716 0.219839 0.309438 0.468790 0.782107 1.630624
2026-03-22 0.125998 0.164211 0.220122 0.314486 0.487150 0.841988 1.886917
2026-03-29 0.124613 0.163813 0.222036 0.322361 0.511722 0.920716 2.251283
2026-04-05 0.120892 0.159753 0.218001 0.319659 0.515286 0.951462 2.468808
2026-04-12 0.118863 0.158146 0.217735 0.323500 0.532391 1.018903 2.883081
2026-04-19 0.113947 0.151960 0.209857 0.313222 0.519233 1.006537 2.941770
2026-04-26 0.109154 0.145819 0.201834 0.302271 0.503807 0.986120 2.954830
2026-05-03 0.106347 0.142643 0.198490 0.299652 0.505927 1.013592 3.231063
2026-05-10 0.105650 0.142686 0.200373 0.306725 0.529775 1.106996 3.975761
2026-05-17 0.103469 0.140332 0.198182 0.306012 0.536206 1.151564 4.495072